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ARIMA - impossible to work with generated forecast from Arima
dear Community, I did a revenue forecast using the Arima model, before this and to have stationary data, I use the operator logarithm, I obtained the forecast from Arima operator followed by "apply forecast", my next step was to generate an attribute using the function "exp" (exponentiel) however I cannot see the select…
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Gold Price prediction (Prediction or Forecast)
Hello there, I am really new in RM and have been testing out datasets from investing.com which takes XAU/USD pairing as my dataset. The goal is to predict Gold Price prediction movement. In this case, several attributes are given which are Date Price Volume Open Low High Change From this, any possible method to predict…
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ARIMA model forecast for nonstationary data
Hello, I am using ARIMA(3,1,3) to forecast the S&P 500 close index. The (p,d,q) are determined from Optimize Parameters (Grid). However, the forecast values look strange to me (way too big). If I change to ARIMA(3,0,3) it turns out fine. Does this mean when d is not zero I need to do some other way to forecast? The rmp and…
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Model building
Hello experts, Sagar here I am a process engineer, Actually right now i am working on the project in process engineering of upgrading of the heat exchanger performance and that heat exchanger is operating on the three different feeds and parameters of the heat exchanger is changing as per the input feed now i have data of…
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ARIMA unable to select parameters
Dear community, I am working with ARIMA model and just yesterday, I was able to select my time series attribute and indices and to set the p, d, q attributes without any problem, now, it is not working. I did not do any change in settings. Could you please help what to do? See picture attached
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Sales Forecasting using ARIMA
Hi everyone, I'm still new to using RapidMiner and having problems when trying to deploy a sales forecast model using ARIMA. My data is a one-year sales transaction (60,000+ records). Label: Tonnage The purpose is to forecast tonnage but need to know the product group (Group_Name) column For example, the forecast should be…
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Apply model from tree to predict the future
I followed along the "Elaborate Your Time Series Analysis" tutorial on Youtube for creating trees (like Random Forest). I have three results, the "Performance" (something like 8%), the "Cross Validation" (which shows the predictions, but ends with the end of my input data) and at lot of trees itself. But I am missing the…
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Why Does Forecast Validation give Larger Price Difference Predictions than Apply Forecast?
Hi there, When the Dow Jones can regularly move 100's of points a day, the Forecast Validation operator appears to reflect this real price movement a little better and closing price differences range by about 30 points (pls see first image), whereas when I use the Apply Forecast operator it gives near flat line future…
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What values am I supposed to use with ARIMA PDQ?
Hi there, My P and Q values are not zero? I have tried various different values but cannot get rid of this warning? Cheers for any help,
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Stationary data for use in ARIMA model
All, I'm trying to build an ARIMA time series model. Web reading tells me my data should be stationary whereas my data set is not (STL decomposition shows trend + strong seasonality). Q1: does my data need to be stationary for Arima Q2: How can I make data stationary using RapidMiner? Thank you, Bart
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ARIMA parameter configuration p, q, d
hi, I am fairly new to data science and exploring time-series. I'm currently trying the ARIMA model but notice there is a big difference in the outcome of the model by configuring the p, q and d parameters. Is there anyone who can explain in simple words what each parameter means and how I can come up with the best…
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Time-series: ARIMA versus holt-winters
Hi, Can someone explain me in simple words (I hope) the difference between the ARIMA and Holt-Winters model? How are these conceptually different and how will it change the outcome of the forecast? Many thanks!! Bart
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Why has ARIMA Started Skipping Time Series Prediction Dates?
Hi there, Wondered if anyone could figure out this issue? : My Dow Jones data and indicators cover the years 2000 to July 29th 2020. I had a Forecast Validation set up with a Window Size = 250, Step = 20 days and Horizon = 5. I've noticed in "Forecast Validation" an odd thing with the Daily predictions. They work…
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Why Doesn't ARIMA Predict Future Time Series Closing Prices?
I’m really hoping someone can explain what’s what when using ARIMA for Time Series Predictions!? When I’m using ARIMA and this set up: Pls see images. I used a huge window size so I could see what was happening chart wise over the last few months. There’s no zoom in on the charts? At first I thought I was training on the…
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Missing Test Date Column in Forecast Validation
Hi I was following the Elaborate Your Time Series Analysis video: https://www.youtube.com/watch?time_continue=2182&v=Hvdh8ItfiGA&feature=emb_logo It clearly shows a date column when you're doing a performance (regression) analysis using ARIMA. Pls see YouTube "Elaborate Your Time Series" video image. I set up my process…
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ARIMA operator returning attribute does not exist in RM studio
Hi all, I have the Temp attribute in the data set but ARIMA can't recognize it and returns attribute does not exist. When I save the data as excel file and then retrieve the same data as excel file instead of fetching from data base, ARIMA does not return that error. I also attached the excel file. Could it be a UI problem…
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ARIMA model
Hello everyone, I have found a ready transaction about ARIMA forecasting into RapidMiner. I tried to apply it on my dataset. My dataset includes sales for 6 products, the temperature and date. I have sales for 2 years and I want to predict sales for the next Januray. So I made my new dataset like the old but I added the…
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How to use ARIMA with Forecast Validation and Optimize Parameters Operator?
Hi, I want to build up a Salesforecast with an ARIMA Model. Therefore I would like to train and test my model and additional I would like to find the best values for p, q and d. Can someone help me how to include the ARIMA Model, Forecast Validation and Optimize Parameters Operator into each other? Thank you in advance for…
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Time Series Gaps for Arima - How to fill them?
Hello,I using auto-arima (operator R Script) with some success, but I'm facing now an issue. My data sometimes is not provided with all dates. For example, my data is recorded by week and to be in a date format I use the every monday of each week. Tipically I do not have gaps, but ever in a while I have and it takes a lot…
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Execute R Script ARIMA Process Fails
Hi, I'm trying to use R to build ARIMA model forecast with it. The script works well in R software, but when I try to use in Rapidminer with Execute R I always get an error message (bellow the detailed message). I try to adapt an example process with R script to train and forecast with ARIMA, I found in Rapidminer. Both,…
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ARIMA Prediction Intervals
Hi, I was successful establishing a suitable ARIMA model with nice results, but I was thinking if it is possible to show also the prediction intervals? That would be good to end users I believe. Regards
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"ARIMA
Dear Rapidminer Community, I was reading into the ARIMA model and I understood that it is vital to have a look at the autocorrelation of the data in order to decide how to set p and q. My question is now, is autocorrelation somehow already implemented in the ARIMA operator and I missed it or how I can set my p,q and d? I…
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ARIMA loop model get stucked always and do not complete the execution
Hello everyone, I've created a process to make forcast on a time series using arima(p,d,q) model inside a loop that changes p,d,q parameters(Optimize Parameters (Grid)) within a certain range. the problem is that once I enlarge the range of each parameter the execution don't provide forecast output anymore, which is really…
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ARIMA model especification tests
Hi I am using the arima trainer but I would like to follow the optimal order of lags that should be included (I dont know if I can do this with parameter grid optimization since there are specific test like ADF etc) and I also need to perform test of normality of the residuals from an arima model, to be sure that the model…
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Arima & R
Hallo, I try to replicate an Arima example found at www.rapidminer.com. Here is the XML file: <?xml version="1.0" encoding="UTF-8"?><process version="7.4.000"> <context> <input/> <output/> <macros/> </context> <operator activated="true" class="process" compatibility="7.4.000" expanded="true" name="Process"> <parameter…